+326.6%
AVAV vs VO
+478.8%
-152.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -3.5% | -6.4% | -6.9% |
| 7D | -24.3% | -3.3% | -21.0% | -22.0% |
| 30D | -28.9% | -1.8% | -27.0% | -27.6% |
| 3M | -39.3% | -3.4% | -35.9% | -37.2% |
| 6M | -38.8% | +3.0% | -41.8% | -39.7% |
| YTD | -57.8% | +10.7% | -68.5% | -60.7% |
| 1Y | -70.9% | +11.8% | -82.7% | -73.1% |
| 3Y | -14.8% | +60.4% | -75.2% | -40.9% |
| 5Y | +7.3% | +33.6% | -26.3% | -13.7% |
| 10Y | +325.3% | +202.0% | +123.4% | +91.1% |
| All | +326.6% | +478.8% | -152.2% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling